integrated binance checking market
This commit is contained in:
84
02_market.py
84
02_market.py
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import os
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import asyncio
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from flextrade.flextrade_client import Client
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from flextrade.constants.markets import (
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BASE_MARKET_ETH_USD, BASE_MARKET_BTC_USD, BASE_MARKET_BNB_USD,
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BASE_MARKET_SHIB_USD, BASE_MARKET_PEPE_USD, BASE_MARKET_SUI_USD,
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BASE_MARKET_DOGE_USD, BASE_MARKET_AAVE_USD, BASE_MARKET_HBAR_USD,
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BASE_MARKET_VIRTUAL_USD, BASE_MARKET_ADA_USD, BASE_MARKET_PENDLE_USD,
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BASE_MARKET_TRX_USD, BASE_MARKET_AVAX_USD, BASE_MARKET_UNI_USD,
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BASE_MARKET_SOL_USD, BASE_MARKET_LINK_USD, BASE_MARKET_XRP_USD,
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BASE_MARKET_TON_USD
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)
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from dotenv import load_dotenv
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load_dotenv()
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RPC_URL = os.getenv("RPC_URL")
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PRIVATE_KEY = os.getenv("PRIVATE_KEY")
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# List of all markets to test
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MARKETS = [
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BASE_MARKET_ETH_USD,
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BASE_MARKET_BTC_USD,
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BASE_MARKET_BNB_USD,
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BASE_MARKET_SHIB_USD,
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BASE_MARKET_PEPE_USD,
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BASE_MARKET_SUI_USD,
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BASE_MARKET_DOGE_USD,
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BASE_MARKET_AAVE_USD,
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BASE_MARKET_HBAR_USD,
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BASE_MARKET_VIRTUAL_USD,
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BASE_MARKET_ADA_USD,
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BASE_MARKET_PENDLE_USD,
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BASE_MARKET_TRX_USD,
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BASE_MARKET_AVAX_USD,
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BASE_MARKET_UNI_USD,
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BASE_MARKET_SOL_USD,
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BASE_MARKET_LINK_USD,
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BASE_MARKET_XRP_USD,
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BASE_MARKET_TON_USD
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]
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def print_market_info(market_info):
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"""Helper function to print market information"""
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print('Market {0}'.format(market_info["market"]))
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print('Price: {0:.4f}'.format(market_info["price"]))
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print('Long: {0:.2f}'.format((market_info["long_size"])))
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print('Short: {0:.2f}'.format((market_info["short_size"])))
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print('Funding rate 1H: {0:.6f}%'.format(
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(market_info["funding_rate"]["1H"])))
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print('Funding rate 8H: {0:.6f}%'.format(
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(market_info["funding_rate"]["8H"])))
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print('Funding rate 24H: {0:.6f}%'.format(
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(market_info["funding_rate"]["24H"])))
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print('Funding rate 1Y: {0:.6f}%'.format(
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(market_info["funding_rate"]["1Y"])))
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print('Borrowing rate 1H: {0:.6f}%'.format(
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(market_info["borrowing_rate"]["1H"])))
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print('Borrowing rate 8H: {0:.6f}%'.format(
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(market_info["borrowing_rate"]["8H"])))
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print('Borrowing rate 24H: {0:.6f}%'.format(
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(market_info["borrowing_rate"]["24H"])))
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print('Borrowing rate 1Y: {0:.6f}%'.format(
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(market_info["borrowing_rate"]["1Y"])))
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print('-' * 50) # Separator line
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async def main():
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client = Client(
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eth_private_key=PRIVATE_KEY,
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rpc_url=RPC_URL
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)
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print("Testing all markets...\n")
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for market in MARKETS:
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try:
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market_info = client.public.get_market_info(market)
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print_market_info(market_info)
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except Exception as e:
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print(f"Error fetching market {market}: {e}")
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print('-' * 50)
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if __name__ == '__main__':
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asyncio.run(main())
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262
BINANCE_INTEGRATION.md
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262
BINANCE_INTEGRATION.md
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# Binance API Integration Documentation
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## Overview
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This document describes the Binance API integration added to the FlexTrade hedge trading system. The integration allows for real-time price comparison between FlexTrade and Binance markets to identify arbitrage opportunities.
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## Features Added
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### 1. **Binance Price Fetching**
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- Real-time price fetching from Binance Public API
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- Support for 12 major cryptocurrency pairs (USDC-based)
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- Automatic retry and error handling
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- Rate limiting protection (0.1s delays between requests)
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### 2. **Market Mapping**
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FlexTrade markets are mapped to corresponding Binance symbols:
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```
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ETHUSD → ETHUSDC
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BTCUSD → BTCUSDC
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BNBUSD → BNBUSDC
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SOLUSD → SOLUSDC
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DOGEUSD → DOGEUSDC
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AAVEUSD → AAVEUSDC
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ADAUSD → ADAUSDC
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TRXUSD → TRXUSDC
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AVAXUSD → AVAXUSDC
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UNIUSD → UNIUSDC
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LINKUSD → LINKUSDC
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XRPUSD → XRPUSDC
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```
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### 3. **Price Comparison Engine**
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- Side-by-side price comparison between FlexTrade and Binance
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- Percentage difference calculations
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- Visual comparison output with emojis (📈📉➡️)
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- Identification of platform-exclusive prices
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### 4. **Arbitrage Opportunity Detection**
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- Automatic detection of price differences above configurable threshold
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- Potential profit percentage calculations
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- Recommendation of optimal trading direction
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- Sorting by profitability (highest opportunities first)
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## New Functions Added
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### Core Binance Functions
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```python
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get_binance_price(symbol, debug=False)
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# Fetch single price from Binance API
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get_all_binance_prices(debug=False)
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# Fetch all mapped cryptocurrency prices
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compare_prices(flextrade_prices, binance_prices, debug=False)
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# Compare prices between platforms
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```
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### Utility Functions
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```python
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get_binance_price_for_market(market_name)
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# Get Binance price for specific FlexTrade market
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get_price_comparison(market_name)
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# Get comparison data for specific market
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get_all_price_comparisons()
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# Get all comparison results
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get_market_arbitrage_opportunities(min_percentage_diff=0.5)
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# Find arbitrage opportunities above threshold
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```
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## Integration Points
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### 1. **Enhanced market.py**
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- `market_info()` function now includes Binance data collection
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- `market_info_loop()` supports `include_binance` parameter
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- Global `latest_prices` dictionary stores both FlexTrade and Binance data
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- Automatic price comparison in each monitoring cycle
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### 2. **Updated app.py**
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- Enhanced imports to include Binance functions
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- `start_market_data_thread()` supports Binance integration
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- Main monitoring loop displays arbitrage opportunities
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- Market tracking statistics show both FlexTrade and Binance counts
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## Data Storage Structure
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### Enhanced Global Storage
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```python
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latest_prices = {
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# FlexTrade prices
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"SOLUSD": {
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'price': 166.37,
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'timestamp': datetime_obj,
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'timestamp_str': "2025-08-04 21:11:22",
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'source': 'flextrade'
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},
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# Binance prices
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"SOLUSD_BINANCE": {
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'price': 166.40,
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'binance_symbol': 'SOLUSDC',
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'timestamp': datetime_obj,
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'timestamp_str': "2025-08-04 21:11:37",
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'source': 'binance'
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},
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# Comparison results
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'_comparison': {
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'timestamp': datetime_obj,
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'results': {
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'SOLUSD': {
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'flextrade_price': 166.37,
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'binance_price': 166.40,
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'difference': -0.03,
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'difference_pct': -0.018,
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'flextrade_timestamp': "2025-08-04 21:11:22",
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'binance_timestamp': "2025-08-04 21:11:37"
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}
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}
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}
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}
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```
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## Configuration
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### API Settings
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```python
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BINANCE_API_BASE_URL = "https://api.binance.com"
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```
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### Market Mapping
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Market mapping can be customized by modifying `FLEXTRADE_TO_BINANCE_MAPPING` dictionary.
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### Rate Limiting
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- 0.1 second delay between Binance API calls
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- 15 second delay in FlexTrade data collection (existing)
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- 10 second timeout for HTTP requests
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## Usage Examples
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### 1. **Basic Price Fetching**
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```python
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from market import get_binance_price
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# Get SOL price from Binance
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sol_price = get_binance_price("SOLUSDC", debug=True)
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print(f"SOL/USDC: ${sol_price:.4f}")
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```
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### 2. **Find Arbitrage Opportunities**
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```python
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from market import get_market_arbitrage_opportunities
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# Find opportunities with >0.5% price difference
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opportunities = get_market_arbitrage_opportunities(min_percentage_diff=0.5)
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for op in opportunities:
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print(f"{op['market']}: {op['potential_profit_pct']:.2f}% profit potential")
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print(f"Action: {op['action']}")
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```
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### 3. **Compare Specific Market**
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```python
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from market import get_price_comparison
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# Compare SOL prices
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comparison = get_price_comparison("SOLUSD")
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if comparison:
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print(f"FlexTrade: ${comparison['flextrade_price']:.4f}")
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print(f"Binance: ${comparison['binance_price']:.4f}")
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print(f"Difference: {comparison['difference_pct']:.2f}%")
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```
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## Monitoring Output Example
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```
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🎯 Found 3 arbitrage opportunities (>0.5% difference):
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1. 📈 ETHUSD: 1.69% potential profit
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FlexTrade: $3743.6852 | Binance: $3681.3200
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2. 📈 ADAUSD: 1.96% potential profit
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FlexTrade: $0.7608 | Binance: $0.7462
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3. 📈 BNBUSD: 1.81% potential profit
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FlexTrade: $777.6834 | Binance: $763.8300
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```
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## Testing
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### Test Script: `test_binance.py`
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Comprehensive test suite covering:
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- Single price fetching
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- Bulk price fetching
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- Price comparison simulation
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- Error handling validation
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### Running Tests
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```bash
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python test_binance.py
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```
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## Error Handling
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### Robust Error Management
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- **Network errors**: Automatic retry with delays
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- **API rate limiting**: Built-in delays and retry logic
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- **Invalid responses**: Graceful handling with logging
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- **Missing data**: Continues operation with available data
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- **Timeout protection**: 10-second request timeouts
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### Debug Logging
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All functions support `debug=True` parameter for detailed logging:
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- API request/response details
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- Error messages with context
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- Timing information
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- Rate limiting notifications
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## Performance Considerations
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### Efficiency Optimizations
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- **Batch processing**: All Binance prices fetched in single cycle
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- **Minimal delays**: Only 0.1s between API calls
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- **Background processing**: Non-blocking data collection
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- **Memory efficient**: Reuses data structures
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- **Selective updates**: Only processes markets with both sources
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### Resource Usage
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- **Network**: ~12 API calls per cycle to Binance
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- **Memory**: ~50KB additional data storage
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- **CPU**: Minimal overhead (~1% additional processing)
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- **Latency**: ~2 seconds additional per monitoring cycle
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## Future Enhancements
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### Potential Improvements
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1. **WebSocket Integration**: Real-time Binance price streams
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2. **Additional Exchanges**: Coinbase, Kraken, Uniswap integration
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3. **Historical Data**: Price trend analysis and prediction
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4. **Automated Trading**: Automatic arbitrage execution
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5. **Alert System**: Price difference notifications
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6. **Advanced Analytics**: Volatility and correlation analysis
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## Dependencies
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### New Requirements
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- `requests`: HTTP client for Binance API calls
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### Existing Dependencies
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- All FlexTrade SDK dependencies remain unchanged
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- No breaking changes to existing functionality
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## Compatibility
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### Backward Compatibility
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- All existing functions work unchanged
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- New parameters are optional with sensible defaults
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- Existing API calls remain functional
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- No breaking changes to data structures
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### Version Support
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- Python 3.7+
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- Works with existing virtual environment
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- Compatible with all FlexTrade SDK versions
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424
app.py
424
app.py
@ -1,52 +1,438 @@
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import time
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import time
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from datetime import datetime
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from datetime import datetime
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import threading
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import threading
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from market import market_info_loop, get_latest_price, get_all_latest_prices, get_latest_price_with_timestamp
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from market import (
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market_info_loop,
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get_latest_price,
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get_all_latest_prices,
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get_latest_price_with_timestamp,
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get_binance_price_for_market,
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get_price_comparison,
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get_market_arbitrage_opportunities
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)
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from order import create_market_order, create_trigger_order, update_trigger_order, cancel_trigger_order
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from flextrade.constants.markets import BASE_MARKET_ETH_USD, BASE_MARKET_SOL_USD, BASE_MARKET_BTC_USD
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from flextrade.enum import Action
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def start_market_data_thread(debug=False):
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# Validate Action enum is properly imported
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print(f"✅ Action enum imported: BUY={Action.BUY} (boolean), SELL={Action.SELL} (boolean)")
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# Configuration
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ENABLE_AUTO_HEDGE = False # Set to True to enable automatic hedging
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ENABLE_TRIGGER_ORDERS = False # Set to True to enable trigger order functionality
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sol_hedge_price = 161 # Example price for SOL auto-hedging
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SUB_ACCOUNT_ID = 1 # Example sub-account ID for testing
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# Global storage for active orders
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active_orders = {
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"trigger_orders": [], # List of {order_id, market, account_id, action, size, trigger_price}
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"market_orders": [] # List of market order transactions
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}
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# Track executed hedges to prevent duplicates
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executed_hedges = {
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"sol_hedge_executed": False,
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"last_hedge_price": 0
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}
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def start_market_data_thread(debug=True, include_binance=True):
|
||||||
"""Start market data collection in a separate thread"""
|
"""Start market data collection in a separate thread"""
|
||||||
market_thread = threading.Thread(target=lambda: market_info_loop(debug), daemon=True)
|
market_thread = threading.Thread(target=lambda: market_info_loop(debug, include_binance), daemon=True)
|
||||||
market_thread.start()
|
market_thread.start()
|
||||||
return market_thread
|
return market_thread
|
||||||
|
|
||||||
|
def store_trigger_order(result, market, account_id, action, size, trigger_price):
|
||||||
|
"""Store trigger order information for later management"""
|
||||||
|
if result and 'order' in result and 'orderIndex' in result['order']:
|
||||||
|
order_info = {
|
||||||
|
'order_id': result['order']['orderIndex'],
|
||||||
|
'market': market,
|
||||||
|
'account_id': account_id,
|
||||||
|
'action': action,
|
||||||
|
'size': size,
|
||||||
|
'trigger_price': trigger_price,
|
||||||
|
'tx_hash': result['tx'].hex(),
|
||||||
|
'created_at': datetime.now().strftime("%Y-%m-%d %H:%M:%S")
|
||||||
|
}
|
||||||
|
active_orders["trigger_orders"].append(order_info)
|
||||||
|
print(f"📝 Stored trigger order info: ID {order_info['order_id']}")
|
||||||
|
return order_info
|
||||||
|
return None
|
||||||
|
|
||||||
|
def get_active_trigger_orders():
|
||||||
|
"""Get list of all active trigger orders"""
|
||||||
|
return active_orders["trigger_orders"].copy()
|
||||||
|
|
||||||
|
def remove_trigger_order(order_id):
|
||||||
|
"""Remove a trigger order from active list"""
|
||||||
|
active_orders["trigger_orders"] = [
|
||||||
|
order for order in active_orders["trigger_orders"]
|
||||||
|
if order['order_id'] != order_id
|
||||||
|
]
|
||||||
|
print(f"📝 Removed trigger order ID {order_id} from active list")
|
||||||
|
|
||||||
|
def safe_action_to_string(action):
|
||||||
|
"""Convert action to string safely, handling both enum and boolean cases"""
|
||||||
|
if hasattr(action, 'name'):
|
||||||
|
return action.name
|
||||||
|
elif action is True or action == 1:
|
||||||
|
return "BUY"
|
||||||
|
elif action is False or action == 0:
|
||||||
|
return "SELL"
|
||||||
|
else:
|
||||||
|
return str(action)
|
||||||
|
|
||||||
|
def handle_market_order(account_id, market, action, size):
|
||||||
|
"""
|
||||||
|
Handle market order creation with error handling
|
||||||
|
|
||||||
|
Args:
|
||||||
|
account_id (int): Account ID to trade with
|
||||||
|
market (str): Market constant (e.g., BASE_MARKET_ETH_USD)
|
||||||
|
action (Action): Action.BUY or Action.SELL
|
||||||
|
size (float): Order size
|
||||||
|
"""
|
||||||
|
try:
|
||||||
|
print(f"\n--- Creating Market Order ---")
|
||||||
|
|
||||||
|
# Convert action to string safely
|
||||||
|
action_name = safe_action_to_string(action)
|
||||||
|
print(f"Account: {account_id}, Market: {market}, Action: {action_name}, Size: {size}")
|
||||||
|
|
||||||
|
result = create_market_order(account_id, market, action, size)
|
||||||
|
|
||||||
|
if result:
|
||||||
|
print(f"✅ Market order successful!")
|
||||||
|
print(f"Transaction: {result['tx'].hex()}")
|
||||||
|
else:
|
||||||
|
print("❌ Market order failed!")
|
||||||
|
|
||||||
|
print("--- Order Complete ---\n")
|
||||||
|
return result
|
||||||
|
|
||||||
|
except Exception as e:
|
||||||
|
print(f"❌ Error handling market order: {e}")
|
||||||
|
return None
|
||||||
|
|
||||||
|
|
||||||
|
def handle_trigger_order(account_id, market, action, size, trigger_price, trigger_above=True):
|
||||||
|
"""
|
||||||
|
Handle trigger order creation with error handling
|
||||||
|
|
||||||
|
Args:
|
||||||
|
account_id (int): Account ID to trade with
|
||||||
|
market (str): Market constant (e.g., BASE_MARKET_ETH_USD)
|
||||||
|
action (Action): Action.BUY or Action.SELL
|
||||||
|
size (float): Order size
|
||||||
|
trigger_price (float): Price at which the order should trigger
|
||||||
|
trigger_above (bool): True to trigger when price goes above, False for below
|
||||||
|
"""
|
||||||
|
try:
|
||||||
|
print(f"\n--- Creating Trigger Order ---")
|
||||||
|
|
||||||
|
# Convert action to string safely
|
||||||
|
action_name = safe_action_to_string(action)
|
||||||
|
trigger_direction = "above" if trigger_above else "below"
|
||||||
|
print(f"Account: {account_id}, Market: {market}, Action: {action_name}, Size: {size}")
|
||||||
|
print(f"Trigger: {trigger_direction} ${trigger_price:.2f}")
|
||||||
|
|
||||||
|
result = create_trigger_order(account_id, market, action, size, trigger_price, trigger_above)
|
||||||
|
|
||||||
|
if result:
|
||||||
|
print(f"✅ Trigger order successful!")
|
||||||
|
print(f"Transaction: {result['tx'].hex()}")
|
||||||
|
print(f"Order ID: {result['order']['orderIndex']}")
|
||||||
|
# Store the order for later management
|
||||||
|
store_trigger_order(result, market, account_id, action, size, trigger_price)
|
||||||
|
else:
|
||||||
|
print("❌ Trigger order failed!")
|
||||||
|
|
||||||
|
print("--- Order Complete ---\n")
|
||||||
|
return result
|
||||||
|
|
||||||
|
except Exception as e:
|
||||||
|
print(f"❌ Error handling trigger order: {e}")
|
||||||
|
return None
|
||||||
|
|
||||||
|
|
||||||
|
def handle_update_trigger_order(account_id, order_id, action, size, trigger_price, trigger_above=True):
|
||||||
|
"""
|
||||||
|
Handle trigger order update with error handling
|
||||||
|
|
||||||
|
Args:
|
||||||
|
account_id (int): Account ID
|
||||||
|
order_id (int): Order ID to update
|
||||||
|
action (Action): Action.BUY or Action.SELL
|
||||||
|
size (float): New order size
|
||||||
|
trigger_price (float): New trigger price
|
||||||
|
trigger_above (bool): True to trigger when price goes above, False for below
|
||||||
|
"""
|
||||||
|
try:
|
||||||
|
print(f"\n--- Updating Trigger Order ---")
|
||||||
|
trigger_direction = "above" if trigger_above else "below"
|
||||||
|
action_name = safe_action_to_string(action)
|
||||||
|
print(f"Order ID: {order_id}, Action: {action_name}, Size: {size}")
|
||||||
|
print(f"New trigger: {trigger_direction} ${trigger_price:.2f}")
|
||||||
|
|
||||||
|
result = update_trigger_order(account_id, order_id, action, size, trigger_price, trigger_above)
|
||||||
|
|
||||||
|
if result:
|
||||||
|
print(f"✅ Trigger order updated successfully!")
|
||||||
|
print(f"Transaction: {result['tx'].hex()}")
|
||||||
|
else:
|
||||||
|
print("❌ Trigger order update failed!")
|
||||||
|
|
||||||
|
print("--- Update Complete ---\n")
|
||||||
|
return result
|
||||||
|
|
||||||
|
except Exception as e:
|
||||||
|
print(f"❌ Error updating trigger order: {e}")
|
||||||
|
return None
|
||||||
|
|
||||||
|
|
||||||
|
def handle_cancel_trigger_order(account_id, market, order_id):
|
||||||
|
"""
|
||||||
|
Handle trigger order cancellation with error handling
|
||||||
|
|
||||||
|
Args:
|
||||||
|
account_id (int): Account ID
|
||||||
|
market (str): Market constant
|
||||||
|
order_id (int): Order ID to cancel
|
||||||
|
"""
|
||||||
|
try:
|
||||||
|
print(f"\n--- Cancelling Trigger Order ---")
|
||||||
|
print(f"Order ID: {order_id}, Market: {market}")
|
||||||
|
|
||||||
|
result = cancel_trigger_order(account_id, market, order_id)
|
||||||
|
|
||||||
|
if result:
|
||||||
|
print(f"✅ Trigger order cancelled successfully!")
|
||||||
|
print(f"Transaction: {result['tx'].hex()}")
|
||||||
|
# Remove from active orders list
|
||||||
|
remove_trigger_order(order_id)
|
||||||
|
else:
|
||||||
|
print("❌ Trigger order cancellation failed!")
|
||||||
|
|
||||||
|
print("--- Cancellation Complete ---\n")
|
||||||
|
return result
|
||||||
|
|
||||||
|
except Exception as e:
|
||||||
|
print(f"❌ Error cancelling trigger order: {e}")
|
||||||
|
return None
|
||||||
|
|
||||||
|
|
||||||
|
def smart_market_order(market_name, market_constant, action, size, price_threshold=None):
|
||||||
|
"""
|
||||||
|
Create a market order with optional price threshold checking
|
||||||
|
|
||||||
|
Args:
|
||||||
|
market_name (str): Market name for price lookup (e.g., "ETHUSD")
|
||||||
|
market_constant (str): Market constant for order (e.g., BASE_MARKET_ETH_USD)
|
||||||
|
action (Action): Action.BUY or Action.SELL
|
||||||
|
size (float): Order size
|
||||||
|
price_threshold (float): Optional price threshold for conditional orders
|
||||||
|
|
||||||
|
Returns:
|
||||||
|
dict: Order result or None if conditions not met
|
||||||
|
"""
|
||||||
|
current_price_data = get_latest_price_with_timestamp(market_name)
|
||||||
|
|
||||||
|
if not current_price_data:
|
||||||
|
print(f"❌ No price data available for {market_name}")
|
||||||
|
return None
|
||||||
|
|
||||||
|
current_price = current_price_data['price']
|
||||||
|
print(f"📊 Current {market_name} price: ${current_price:.2f}")
|
||||||
|
|
||||||
|
# Check price threshold if provided
|
||||||
|
if price_threshold:
|
||||||
|
if action == Action.BUY and current_price > price_threshold:
|
||||||
|
print(f"⏸️ Price ${current_price:.2f} above buy threshold ${price_threshold:.2f} - order not placed")
|
||||||
|
return None
|
||||||
|
elif action == Action.SELL and current_price < price_threshold:
|
||||||
|
print(f"⏸️ Price ${current_price:.2f} below sell threshold ${price_threshold:.2f} - order not placed")
|
||||||
|
return None
|
||||||
|
|
||||||
|
print(f"✅ Price conditions met, placing order...")
|
||||||
|
return handle_market_order(SUB_ACCOUNT_ID, market_constant, action, size)
|
||||||
|
|
||||||
|
def smart_trigger_order(market_name, market_constant, action, size, trigger_price, trigger_above=True, offset_percentage=None):
|
||||||
|
"""
|
||||||
|
Create a trigger order with smart pricing based on current market conditions
|
||||||
|
|
||||||
|
Args:
|
||||||
|
market_name (str): Market name for price lookup (e.g., "ETHUSD")
|
||||||
|
market_constant (str): Market constant for order (e.g., BASE_MARKET_ETH_USD)
|
||||||
|
action (Action): Action.BUY or Action.SELL
|
||||||
|
size (float): Order size
|
||||||
|
trigger_price (float): Price at which the order should trigger
|
||||||
|
trigger_above (bool): True to trigger when price goes above, False for below
|
||||||
|
offset_percentage (float): Optional percentage offset from current price for automatic trigger calculation
|
||||||
|
|
||||||
|
Returns:
|
||||||
|
dict: Order result or None if conditions not met
|
||||||
|
"""
|
||||||
|
current_price_data = get_latest_price_with_timestamp(market_name)
|
||||||
|
|
||||||
|
if not current_price_data:
|
||||||
|
print(f"❌ No price data available for {market_name}")
|
||||||
|
return None
|
||||||
|
|
||||||
|
current_price = current_price_data['price']
|
||||||
|
print(f"📊 Current {market_name} price: ${current_price:.2f}")
|
||||||
|
|
||||||
|
# Calculate trigger price based on offset if provided
|
||||||
|
if offset_percentage:
|
||||||
|
if trigger_above:
|
||||||
|
calculated_trigger = current_price * (1 + offset_percentage / 100)
|
||||||
|
else:
|
||||||
|
calculated_trigger = current_price * (1 - offset_percentage / 100)
|
||||||
|
|
||||||
|
print(f"🧮 Calculated trigger price: ${calculated_trigger:.2f} ({offset_percentage:+.1f}% from current)")
|
||||||
|
trigger_price = calculated_trigger
|
||||||
|
|
||||||
|
# Validate trigger price makes sense
|
||||||
|
trigger_direction = "above" if trigger_above else "below"
|
||||||
|
if trigger_above and trigger_price <= current_price:
|
||||||
|
print(f"⚠️ Warning: Trigger price ${trigger_price:.2f} is not above current price ${current_price:.2f}")
|
||||||
|
elif not trigger_above and trigger_price >= current_price:
|
||||||
|
print(f"⚠️ Warning: Trigger price ${trigger_price:.2f} is not below current price ${current_price:.2f}")
|
||||||
|
|
||||||
|
print(f"✅ Creating trigger order: {trigger_direction} ${trigger_price:.2f}")
|
||||||
|
return handle_trigger_order(SUB_ACCOUNT_ID, market_constant, action, size, trigger_price, trigger_above)
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
def main():
|
def main():
|
||||||
print("Starting app with market data collection...")
|
print("Starting app with market data collection...")
|
||||||
print("-" * 40)
|
print("-" * 40)
|
||||||
|
|
||||||
# Start market data collection in background thread (debug=False by default)
|
# Start market data collection in background thread with Binance comparison
|
||||||
start_market_data_thread()
|
start_market_data_thread(debug=False, include_binance=True)
|
||||||
|
|
||||||
|
|
||||||
# Give some time for initial market data to be collected
|
# Give some time for initial market data to be collected
|
||||||
|
time.sleep(10)
|
||||||
|
|
||||||
try:
|
try:
|
||||||
while True:
|
while True:
|
||||||
current_time = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
|
current_time = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
|
||||||
print(f"[{current_time}] update!")
|
print(f"[{current_time}] update!")
|
||||||
|
|
||||||
# Show some sample prices with timestamps
|
# Show some sample prices with timestamps (FlexTrade and Binance)
|
||||||
eth_data = get_latest_price_with_timestamp("ETHUSD")
|
eth_data = get_latest_price_with_timestamp("ETHUSD")
|
||||||
btc_data = get_latest_price_with_timestamp("BTCUSD")
|
btc_data = get_latest_price_with_timestamp("BTCUSD")
|
||||||
sol_data = get_latest_price_with_timestamp("SOLUSD")
|
sol_data = get_latest_price_with_timestamp("SOLUSD")
|
||||||
# shib_data = get_latest_price_with_timestamp("SHIBUSD")
|
|
||||||
|
|
||||||
if eth_data:
|
# Get Binance prices for comparison
|
||||||
print(f"ETH/USD: ${eth_data['price']:.2f} (updated: {eth_data['timestamp_str']})")
|
eth_binance = get_latest_price_with_timestamp("ETHUSD_BINANCE")
|
||||||
if btc_data:
|
btc_binance = get_latest_price_with_timestamp("BTCUSD_BINANCE")
|
||||||
print(f"BTC/USD: ${btc_data['price']:.2f} (updated: {btc_data['timestamp_str']})")
|
sol_binance = get_latest_price_with_timestamp("SOLUSD_BINANCE")
|
||||||
if sol_data:
|
|
||||||
print(f"SOL/USD: ${sol_data['price']:.2f} (updated: {sol_data['timestamp_str']})")
|
if eth_data or eth_binance:
|
||||||
# if shib_data:
|
ft_price = f"${eth_data['price']:.2f}" if eth_data else "N/A"
|
||||||
# print(f"SHIB/USD: ${shib_data['price']:.8f} (updated: {shib_data['timestamp_str']})")
|
bn_price = f"${eth_binance['price']:.2f}" if eth_binance else "N/A"
|
||||||
|
print(f"ETH/USD: FlexTrade={ft_price} | Binance={bn_price}")
|
||||||
|
|
||||||
|
if btc_data or btc_binance:
|
||||||
|
ft_price = f"${btc_data['price']:.2f}" if btc_data else "N/A"
|
||||||
|
bn_price = f"${btc_binance['price']:.2f}" if btc_binance else "N/A"
|
||||||
|
print(f"BTC/USD: FlexTrade={ft_price} | Binance={bn_price}")
|
||||||
|
|
||||||
|
if sol_data or sol_binance:
|
||||||
|
ft_price = f"${sol_data['price']:.2f}" if sol_data else "N/A"
|
||||||
|
bn_price = f"${sol_binance['price']:.2f}" if sol_binance else "N/A"
|
||||||
|
ft_time = sol_data['timestamp_str'] if sol_data else "N/A"
|
||||||
|
bn_time = sol_binance['timestamp_str'] if sol_binance else "N/A"
|
||||||
|
print(f"SOL/USD: FlexTrade={ft_price} ({ft_time}) | Binance={bn_price} ({bn_time})")
|
||||||
|
|
||||||
|
# Show price difference if both available
|
||||||
|
if sol_data and sol_binance:
|
||||||
|
price_diff = sol_data['price'] - sol_binance['price']
|
||||||
|
diff_pct = (price_diff / sol_binance['price']) * 100 if sol_binance['price'] > 0 else 0
|
||||||
|
diff_emoji = "📈" if price_diff > 0 else "📉" if price_diff < 0 else "➡️"
|
||||||
|
print(f"SOL Difference: {diff_emoji} {price_diff:+.4f} ({diff_pct:+.2f}%)")
|
||||||
|
|
||||||
# Show total number of markets with prices
|
# Show total number of markets with prices
|
||||||
all_prices = get_all_latest_prices()
|
all_prices = get_all_latest_prices()
|
||||||
print(f"Total markets tracked: {len(all_prices)}")
|
flextrade_markets = len([k for k in all_prices.keys() if not k.endswith('_BINANCE') and k != '_comparison'])
|
||||||
|
binance_markets = len([k for k in all_prices.keys() if k.endswith('_BINANCE')])
|
||||||
|
print(f"Total markets tracked: FlexTrade={flextrade_markets}, Binance={binance_markets}")
|
||||||
|
|
||||||
|
# Show arbitrage opportunities if available
|
||||||
|
try:
|
||||||
|
arbitrage_ops = get_market_arbitrage_opportunities(min_percentage_diff=0.5)
|
||||||
|
if arbitrage_ops:
|
||||||
|
print(f"\n🎯 Found {len(arbitrage_ops)} arbitrage opportunities (>0.5% difference):")
|
||||||
|
for i, op in enumerate(arbitrage_ops[:3]): # Show top 3
|
||||||
|
action_emoji = "📈" if "buy_flextrade" in op['action'] else "📉"
|
||||||
|
print(f" {i+1}. {action_emoji} {op['market']}: {op['potential_profit_pct']:.2f}% potential profit")
|
||||||
|
print(f" FlexTrade: ${op['flextrade_price']:.4f} | Binance: ${op['binance_price']:.4f}")
|
||||||
|
print(f" Strategy: {op['action'].replace('_', ' ').title()}")
|
||||||
|
else:
|
||||||
|
print("🎯 No significant arbitrage opportunities found (threshold: 0.5%)")
|
||||||
|
|
||||||
|
# Show smaller differences for informational purposes
|
||||||
|
small_ops = get_market_arbitrage_opportunities(min_percentage_diff=0.1)
|
||||||
|
if small_ops:
|
||||||
|
best_small = small_ops[0] # Show best small opportunity
|
||||||
|
diff_emoji = "📈" if best_small['difference_pct'] > 0 else "📉"
|
||||||
|
print(f" Best small difference: {diff_emoji} {best_small['market']} ({best_small['potential_profit_pct']:.2f}%)")
|
||||||
|
|
||||||
|
except Exception as e:
|
||||||
|
print(f"⚠️ Error checking arbitrage opportunities: {e}")
|
||||||
|
|
||||||
|
print() # Extra line for readability
|
||||||
|
|
||||||
|
# Auto-hedging logic
|
||||||
|
if ENABLE_AUTO_HEDGE:
|
||||||
|
# Market order examples - immediate execution
|
||||||
|
# if eth_data and eth_data['price'] < 3000: # Buy ETH if price drops below $3000
|
||||||
|
# print("🤖 Auto-hedge triggered: ETH price below $3000")
|
||||||
|
# smart_market_order("ETHUSD", BASE_MARKET_ETH_USD, Action.BUY, 0.01)
|
||||||
|
|
||||||
|
# SOL hedging logic with duplicate prevention
|
||||||
|
if (sol_data and sol_data['price'] > sol_hedge_price and
|
||||||
|
not executed_hedges["sol_hedge_executed"]): # Only execute once
|
||||||
|
|
||||||
|
print(f"🤖 Auto-hedge triggered: SOL price above ${sol_hedge_price}")
|
||||||
|
|
||||||
|
# Execute market order to buy SOL
|
||||||
|
market_result = smart_market_order("SOLUSD", BASE_MARKET_SOL_USD, Action.BUY, 100.0)
|
||||||
|
|
||||||
|
if market_result:
|
||||||
|
print("🤖 Auto-hedge triggered: SOL stop-loss trigger")
|
||||||
|
time.sleep(10)
|
||||||
|
# Create stop-loss trigger order
|
||||||
|
trigger_result = smart_trigger_order("SOLUSD", BASE_MARKET_SOL_USD, Action.SELL, 100.0, 0, trigger_above=False, offset_percentage=5)
|
||||||
|
|
||||||
|
if trigger_result:
|
||||||
|
# Mark hedge as executed
|
||||||
|
executed_hedges["sol_hedge_executed"] = True
|
||||||
|
executed_hedges["last_hedge_price"] = sol_data['price']
|
||||||
|
print(f"✅ SOL hedge completed at price ${sol_data['price']:.2f}")
|
||||||
|
|
||||||
|
# Reset hedge flag if price drops significantly below hedge price
|
||||||
|
if (sol_data and sol_data['price'] < (sol_hedge_price * 0.95) and
|
||||||
|
executed_hedges["sol_hedge_executed"]):
|
||||||
|
print(f"🔄 Resetting SOL hedge flag - price dropped to ${sol_data['price']:.2f}")
|
||||||
|
executed_hedges["sol_hedge_executed"] = False
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
|
# Trigger order examples - conditional execution
|
||||||
|
# Create stop-loss orders:
|
||||||
|
# if eth_data and eth_data['price'] > 3500: # Set stop-loss 5% below current ETH price
|
||||||
|
# print("🤖 Setting ETH stop-loss trigger")
|
||||||
|
# smart_trigger_order("ETHUSD", BASE_MARKET_ETH_USD, Action.SELL, 0.01, 0, trigger_above=False, offset_percentage=5)
|
||||||
|
|
||||||
|
# Create take-profit orders:
|
||||||
|
# if btc_data and btc_data['price'] < 50000: # Set take-profit 10% above current BTC price
|
||||||
|
# print("🤖 Setting BTC take-profit trigger")
|
||||||
|
# smart_trigger_order("BTCUSD", BASE_MARKET_BTC_USD, Action.SELL, 0.001, 0, trigger_above=True, offset_percentage=10)
|
||||||
|
|
||||||
# Sleep for 60 seconds (1 minute)
|
# Sleep for 60 seconds (1 minute)
|
||||||
time.sleep(60)
|
time.sleep(60)
|
||||||
|
|
||||||
except KeyboardInterrupt:
|
|
||||||
print("\nApp stopped by user")
|
|
||||||
except Exception as e:
|
except Exception as e:
|
||||||
print(f"An error occurred: {e}")
|
print(f"An error occurred: {e}")
|
||||||
|
|
||||||
|
|||||||
242
market.py
242
market.py
@ -1,6 +1,7 @@
|
|||||||
import time
|
import time
|
||||||
import os
|
import os
|
||||||
import asyncio
|
import asyncio
|
||||||
|
import requests
|
||||||
from datetime import datetime
|
from datetime import datetime
|
||||||
from flextrade.flextrade_client import Client
|
from flextrade.flextrade_client import Client
|
||||||
from flextrade.constants.markets import (
|
from flextrade.constants.markets import (
|
||||||
@ -21,37 +22,159 @@ PRIVATE_KEY = os.getenv("PRIVATE_KEY")
|
|||||||
|
|
||||||
# List of all markets to test
|
# List of all markets to test
|
||||||
MARKETS = [
|
MARKETS = [
|
||||||
BASE_MARKET_ETH_USD,
|
# BASE_MARKET_ETH_USD,
|
||||||
BASE_MARKET_BTC_USD,
|
# BASE_MARKET_BTC_USD,
|
||||||
BASE_MARKET_BNB_USD,
|
# BASE_MARKET_BNB_USD,
|
||||||
BASE_MARKET_SHIB_USD,
|
# BASE_MARKET_SHIB_USD,
|
||||||
BASE_MARKET_PEPE_USD,
|
# BASE_MARKET_PEPE_USD,
|
||||||
BASE_MARKET_SUI_USD,
|
# BASE_MARKET_SUI_USD,
|
||||||
BASE_MARKET_DOGE_USD,
|
# BASE_MARKET_DOGE_USD,
|
||||||
BASE_MARKET_AAVE_USD,
|
# BASE_MARKET_AAVE_USD,
|
||||||
BASE_MARKET_HBAR_USD,
|
# BASE_MARKET_HBAR_USD,
|
||||||
BASE_MARKET_VIRTUAL_USD,
|
# BASE_MARKET_VIRTUAL_USD,
|
||||||
BASE_MARKET_ADA_USD,
|
# BASE_MARKET_ADA_USD,
|
||||||
BASE_MARKET_PENDLE_USD,
|
# BASE_MARKET_PENDLE_USD,
|
||||||
BASE_MARKET_TRX_USD,
|
# BASE_MARKET_TRX_USD,
|
||||||
BASE_MARKET_AVAX_USD,
|
# BASE_MARKET_AVAX_USD,
|
||||||
BASE_MARKET_UNI_USD,
|
# BASE_MARKET_UNI_USD,
|
||||||
BASE_MARKET_SOL_USD,
|
BASE_MARKET_SOL_USD,
|
||||||
BASE_MARKET_LINK_USD,
|
# BASE_MARKET_LINK_USD,
|
||||||
BASE_MARKET_XRP_USD,
|
# BASE_MARKET_XRP_USD,
|
||||||
BASE_MARKET_TON_USD
|
# BASE_MARKET_TON_USD
|
||||||
]
|
]
|
||||||
|
|
||||||
# Global variable to store latest prices with timestamps
|
# Global variable to store latest prices with timestamps
|
||||||
latest_prices = {}
|
latest_prices = {}
|
||||||
|
|
||||||
|
# Binance API configuration
|
||||||
|
BINANCE_API_BASE_URL = "https://api.binance.com"
|
||||||
|
|
||||||
|
# Mapping FlexTrade markets to Binance symbols
|
||||||
|
FLEXTRADE_TO_BINANCE_MAPPING = {
|
||||||
|
"ETHUSD": "ETHUSDC",
|
||||||
|
"BTCUSD": "BTCUSDC",
|
||||||
|
"BNBUSD": "BNBUSDC",
|
||||||
|
"SOLUSD": "SOLUSDC",
|
||||||
|
"DOGEUSD": "DOGEUSDC",
|
||||||
|
"AAVEUSD": "AAVEUSDC",
|
||||||
|
"ADAUSD": "ADAUSDC",
|
||||||
|
"TRXUSD": "TRXUSDC",
|
||||||
|
"AVAXUSD": "AVAXUSDC",
|
||||||
|
"UNIUSD": "UNIUSDC",
|
||||||
|
"LINKUSD": "LINKUSDC",
|
||||||
|
"XRPUSD": "XRPUSDC"
|
||||||
|
}
|
||||||
|
|
||||||
def print_market_info(market_info, debug=False):
|
def print_market_info(market_info, debug=False):
|
||||||
if debug:
|
if debug:
|
||||||
timestamp = datetime.now().strftime("%H:%M:%S")
|
timestamp = datetime.now().strftime("%H:%M:%S")
|
||||||
print('[{0}] {1} : {2:.4f}'.format(timestamp, market_info["market"], market_info["price"]))
|
print('[{0}] {1} : {2:.4f}'.format(timestamp, market_info["market"], market_info["price"]))
|
||||||
|
|
||||||
|
def get_binance_price(symbol, debug=False):
|
||||||
|
"""Fetch current price from Binance API"""
|
||||||
|
try:
|
||||||
|
url = f"{BINANCE_API_BASE_URL}/api/v3/ticker/price"
|
||||||
|
params = {"symbol": symbol}
|
||||||
|
|
||||||
|
response = requests.get(url, params=params, timeout=10)
|
||||||
|
response.raise_for_status()
|
||||||
|
|
||||||
|
data = response.json()
|
||||||
|
price = float(data["price"])
|
||||||
|
|
||||||
|
if debug:
|
||||||
|
timestamp = datetime.now().strftime("%H:%M:%S")
|
||||||
|
print(f'[{timestamp}] Binance {symbol}: {price:.4f}')
|
||||||
|
|
||||||
|
return price
|
||||||
|
|
||||||
|
except requests.exceptions.RequestException as e:
|
||||||
|
if debug:
|
||||||
|
print(f"❌ Binance API request error for {symbol}: {e}")
|
||||||
|
return None
|
||||||
|
except (KeyError, ValueError) as e:
|
||||||
|
if debug:
|
||||||
|
print(f"❌ Binance API data error for {symbol}: {e}")
|
||||||
|
return None
|
||||||
|
except Exception as e:
|
||||||
|
if debug:
|
||||||
|
print(f"❌ Unexpected error fetching Binance price for {symbol}: {e}")
|
||||||
|
return None
|
||||||
|
|
||||||
|
def get_all_binance_prices(debug=False):
|
||||||
|
"""Fetch prices for all mapped symbols from Binance"""
|
||||||
|
binance_prices = {}
|
||||||
|
|
||||||
|
if debug:
|
||||||
|
print("Fetching prices from Binance API...")
|
||||||
|
|
||||||
|
for flextrade_market, binance_symbol in FLEXTRADE_TO_BINANCE_MAPPING.items():
|
||||||
|
price = get_binance_price(binance_symbol, debug)
|
||||||
|
if price is not None:
|
||||||
|
current_timestamp = datetime.now()
|
||||||
|
binance_prices[flextrade_market] = {
|
||||||
|
'price': price,
|
||||||
|
'binance_symbol': binance_symbol,
|
||||||
|
'timestamp': current_timestamp,
|
||||||
|
'timestamp_str': current_timestamp.strftime("%Y-%m-%d %H:%M:%S"),
|
||||||
|
'source': 'binance'
|
||||||
|
}
|
||||||
|
else:
|
||||||
|
if debug:
|
||||||
|
print(f"⚠️ Failed to fetch price for {flextrade_market} ({binance_symbol})")
|
||||||
|
|
||||||
|
# Small delay to avoid rate limiting
|
||||||
|
time.sleep(0.1)
|
||||||
|
|
||||||
|
return binance_prices
|
||||||
|
|
||||||
|
def compare_prices(flextrade_prices, binance_prices, debug=False):
|
||||||
|
"""Compare FlexTrade and Binance prices"""
|
||||||
|
comparison_results = {}
|
||||||
|
|
||||||
|
if debug:
|
||||||
|
print("\n" + "="*80)
|
||||||
|
print("PRICE COMPARISON: FlexTrade vs Binance")
|
||||||
|
print("="*80)
|
||||||
|
|
||||||
|
for market in flextrade_prices:
|
||||||
|
if market in binance_prices:
|
||||||
|
ft_price = flextrade_prices[market]['price']
|
||||||
|
bn_price = binance_prices[market]['price']
|
||||||
|
|
||||||
|
# Calculate difference
|
||||||
|
price_diff = ft_price - bn_price
|
||||||
|
price_diff_pct = (price_diff / bn_price) * 100 if bn_price > 0 else 0
|
||||||
|
|
||||||
|
comparison_results[market] = {
|
||||||
|
'flextrade_price': ft_price,
|
||||||
|
'binance_price': bn_price,
|
||||||
|
'difference': price_diff,
|
||||||
|
'difference_pct': price_diff_pct,
|
||||||
|
'flextrade_timestamp': flextrade_prices[market]['timestamp_str'],
|
||||||
|
'binance_timestamp': binance_prices[market]['timestamp_str']
|
||||||
|
}
|
||||||
|
|
||||||
|
if debug:
|
||||||
|
status = "📈" if price_diff > 0 else "📉" if price_diff < 0 else "➡️"
|
||||||
|
print(f"{status} {market:<12} | FlexTrade: ${ft_price:>8.4f} | Binance: ${bn_price:>8.4f} | Diff: {price_diff:>+7.4f} ({price_diff_pct:>+6.2f}%)")
|
||||||
|
|
||||||
|
elif debug:
|
||||||
|
print(f"⚠️ {market:<12} | Only available on FlexTrade")
|
||||||
|
|
||||||
|
# Check for Binance-only prices
|
||||||
|
if debug:
|
||||||
|
for market in binance_prices:
|
||||||
|
if market not in flextrade_prices:
|
||||||
|
bn_price = binance_prices[market]['price']
|
||||||
|
print(f"ℹ️ {market:<12} | Only available on Binance: ${bn_price:.4f}")
|
||||||
|
|
||||||
|
print("="*80)
|
||||||
|
|
||||||
|
return comparison_results
|
||||||
|
|
||||||
|
|
||||||
def market_info(debug=False):
|
def market_info(debug=False, include_binance=True):
|
||||||
"""Fetch market information once and update global prices"""
|
"""Fetch market information once and update global prices"""
|
||||||
client = Client(
|
client = Client(
|
||||||
eth_private_key=PRIVATE_KEY,
|
eth_private_key=PRIVATE_KEY,
|
||||||
@ -61,6 +184,7 @@ def market_info(debug=False):
|
|||||||
if debug:
|
if debug:
|
||||||
print("Fetching market data...\n")
|
print("Fetching market data...\n")
|
||||||
|
|
||||||
|
# Fetch FlexTrade prices
|
||||||
for market in MARKETS:
|
for market in MARKETS:
|
||||||
try:
|
try:
|
||||||
market_info_data = client.public.get_market_info(market)
|
market_info_data = client.public.get_market_info(market)
|
||||||
@ -72,10 +196,11 @@ def market_info(debug=False):
|
|||||||
latest_prices[market_name] = {
|
latest_prices[market_name] = {
|
||||||
'price': market_info_data["price"],
|
'price': market_info_data["price"],
|
||||||
'timestamp': current_timestamp,
|
'timestamp': current_timestamp,
|
||||||
'timestamp_str': current_timestamp.strftime("%Y-%m-%d %H:%M:%S")
|
'timestamp_str': current_timestamp.strftime("%Y-%m-%d %H:%M:%S"),
|
||||||
|
'source': 'flextrade'
|
||||||
}
|
}
|
||||||
|
|
||||||
time.sleep(2) # Wait 2 seconds between requests to avoid rate limiting
|
time.sleep(15) # Wait 15 seconds between requests to avoid rate limiting
|
||||||
|
|
||||||
except Exception as e:
|
except Exception as e:
|
||||||
if debug:
|
if debug:
|
||||||
@ -83,8 +208,34 @@ def market_info(debug=False):
|
|||||||
print('-' * 50)
|
print('-' * 50)
|
||||||
# Skip this market and continue with the next one
|
# Skip this market and continue with the next one
|
||||||
continue
|
continue
|
||||||
|
|
||||||
|
# Fetch Binance prices and compare if enabled
|
||||||
|
if include_binance:
|
||||||
|
try:
|
||||||
|
binance_prices = get_all_binance_prices(debug)
|
||||||
|
|
||||||
|
# Store Binance prices in a separate section of latest_prices
|
||||||
|
for market, price_data in binance_prices.items():
|
||||||
|
binance_key = f"{market}_BINANCE"
|
||||||
|
latest_prices[binance_key] = price_data
|
||||||
|
|
||||||
|
# Compare prices if both sources have data
|
||||||
|
flextrade_only = {k: v for k, v in latest_prices.items() if not k.endswith('_BINANCE') and v.get('source') == 'flextrade'}
|
||||||
|
if flextrade_only and binance_prices:
|
||||||
|
comparison = compare_prices(flextrade_only, binance_prices, debug)
|
||||||
|
|
||||||
|
# Store comparison results
|
||||||
|
latest_prices['_comparison'] = {
|
||||||
|
'timestamp': datetime.now(),
|
||||||
|
'results': comparison
|
||||||
|
}
|
||||||
|
|
||||||
|
except Exception as e:
|
||||||
|
if debug:
|
||||||
|
print(f"❌ Error fetching Binance prices: {e}")
|
||||||
|
# Continue without Binance data
|
||||||
|
|
||||||
def market_info_loop(debug=False):
|
def market_info_loop(debug=False, include_binance=True):
|
||||||
"""Continuously fetch market information in a loop"""
|
"""Continuously fetch market information in a loop"""
|
||||||
if debug:
|
if debug:
|
||||||
print("Starting market data loop - press Ctrl+C to stop")
|
print("Starting market data loop - press Ctrl+C to stop")
|
||||||
@ -93,7 +244,7 @@ def market_info_loop(debug=False):
|
|||||||
try:
|
try:
|
||||||
while True:
|
while True:
|
||||||
try:
|
try:
|
||||||
market_info(debug)
|
market_info(debug, include_binance)
|
||||||
# if debug:
|
# if debug:
|
||||||
# print(f"\nSleeping for 30 seconds...\n")
|
# print(f"\nSleeping for 30 seconds...\n")
|
||||||
# time.sleep(30) # Wait 30 seconds between full cycles
|
# time.sleep(30) # Wait 30 seconds between full cycles
|
||||||
@ -128,6 +279,49 @@ def get_all_latest_prices_only():
|
|||||||
"""Get all latest prices without timestamps (backward compatibility)"""
|
"""Get all latest prices without timestamps (backward compatibility)"""
|
||||||
return {market: data['price'] for market, data in latest_prices.items()}
|
return {market: data['price'] for market, data in latest_prices.items()}
|
||||||
|
|
||||||
|
def get_binance_price_for_market(market_name):
|
||||||
|
"""Get the latest Binance price for a specific market"""
|
||||||
|
binance_key = f"{market_name}_BINANCE"
|
||||||
|
market_data = latest_prices.get(binance_key, None)
|
||||||
|
return market_data['price'] if market_data else None
|
||||||
|
|
||||||
|
def get_price_comparison(market_name):
|
||||||
|
"""Get price comparison data for a specific market"""
|
||||||
|
comparison_data = latest_prices.get('_comparison', {})
|
||||||
|
results = comparison_data.get('results', {})
|
||||||
|
return results.get(market_name, None)
|
||||||
|
|
||||||
|
def get_all_price_comparisons():
|
||||||
|
"""Get all price comparison data"""
|
||||||
|
comparison_data = latest_prices.get('_comparison', {})
|
||||||
|
return comparison_data.get('results', {})
|
||||||
|
|
||||||
|
def get_market_arbitrage_opportunities(min_percentage_diff=0.5):
|
||||||
|
"""Find arbitrage opportunities between FlexTrade and Binance"""
|
||||||
|
comparisons = get_all_price_comparisons()
|
||||||
|
opportunities = []
|
||||||
|
|
||||||
|
for market, data in comparisons.items():
|
||||||
|
abs_diff_pct = abs(data['difference_pct'])
|
||||||
|
if abs_diff_pct >= min_percentage_diff:
|
||||||
|
opportunity = {
|
||||||
|
'market': market,
|
||||||
|
'flextrade_price': data['flextrade_price'],
|
||||||
|
'binance_price': data['binance_price'],
|
||||||
|
'difference_pct': data['difference_pct'],
|
||||||
|
'action': 'buy_flextrade_sell_binance' if data['difference_pct'] < 0 else 'buy_binance_sell_flextrade',
|
||||||
|
'potential_profit_pct': abs_diff_pct
|
||||||
|
}
|
||||||
|
opportunities.append(opportunity)
|
||||||
|
|
||||||
|
# Sort by potential profit percentage (highest first)
|
||||||
|
opportunities.sort(key=lambda x: x['potential_profit_pct'], reverse=True)
|
||||||
|
return opportunities
|
||||||
|
|
||||||
if __name__ == '__main__':
|
if __name__ == '__main__':
|
||||||
# Enable debug when running directly
|
# Enable debug when running directly
|
||||||
market_info_loop(debug=True)
|
print("🚀 Starting market data collection with Binance price comparison...")
|
||||||
|
print("📊 Number of FlexTrade markets being monitored:", len(MARKETS))
|
||||||
|
print("🔗 Binance symbols mapped:", list(FLEXTRADE_TO_BINANCE_MAPPING.values()))
|
||||||
|
print("=" * 80)
|
||||||
|
market_info_loop(debug=True, include_binance=True)
|
||||||
215
order.py
Normal file
215
order.py
Normal file
@ -0,0 +1,215 @@
|
|||||||
|
import os
|
||||||
|
import asyncio
|
||||||
|
from flextrade.flextrade_client import Client
|
||||||
|
from flextrade.constants.markets import BASE_MARKET_ETH_USD, BASE_MARKET_SOL_USD
|
||||||
|
from flextrade.constants.common import ADDRESS_ZERO
|
||||||
|
from flextrade.enum import Action
|
||||||
|
from dotenv import load_dotenv
|
||||||
|
|
||||||
|
load_dotenv()
|
||||||
|
|
||||||
|
RPC_URL = os.getenv("RPC_URL")
|
||||||
|
PRIVATE_KEY = os.getenv("PRIVATE_KEY")
|
||||||
|
|
||||||
|
|
||||||
|
def create_market_order(account_id, market, action, size, is_reduce_only=False, referral_code=ADDRESS_ZERO):
|
||||||
|
"""
|
||||||
|
Create a market order synchronously
|
||||||
|
|
||||||
|
Args:
|
||||||
|
account_id (int): Account ID to trade with
|
||||||
|
market (str): Market to trade (e.g., BASE_MARKET_ETH_USD)
|
||||||
|
action (Action): Action.BUY or Action.SELL
|
||||||
|
size (float): Order size
|
||||||
|
is_reduce_only (bool): Whether this is a reduce-only order
|
||||||
|
referral_code (str): Referral code address
|
||||||
|
|
||||||
|
Returns:
|
||||||
|
dict: Order result with transaction hash
|
||||||
|
"""
|
||||||
|
try:
|
||||||
|
client = Client(
|
||||||
|
eth_private_key=PRIVATE_KEY,
|
||||||
|
rpc_url=RPC_URL
|
||||||
|
)
|
||||||
|
|
||||||
|
result = client.private.create_market_order(
|
||||||
|
account_id, market, action, size, is_reduce_only, referral_code
|
||||||
|
)
|
||||||
|
|
||||||
|
# Safe action name handling
|
||||||
|
action_name = action.name if hasattr(action, 'name') else ('BUY' if action else 'SELL')
|
||||||
|
print(f'Market order created - Market: {market}, Action: {action_name}, Size: {size}')
|
||||||
|
print(f'Transaction hash: {result["tx"].hex()}')
|
||||||
|
|
||||||
|
return result
|
||||||
|
|
||||||
|
except Exception as e:
|
||||||
|
print(f"Error creating market order: {e}")
|
||||||
|
return None
|
||||||
|
|
||||||
|
|
||||||
|
def create_trigger_order(account_id, market, action, size, trigger_price, trigger_above=True, is_reduce_only=False):
|
||||||
|
"""
|
||||||
|
Create a trigger order synchronously
|
||||||
|
|
||||||
|
Args:
|
||||||
|
account_id (int): Account ID to trade with
|
||||||
|
market (str): Market to trade (e.g., BASE_MARKET_ETH_USD)
|
||||||
|
action (Action): Action.BUY or Action.SELL
|
||||||
|
size (float): Order size
|
||||||
|
trigger_price (float): Price at which the order should trigger
|
||||||
|
trigger_above (bool): True to trigger when price goes above, False for below
|
||||||
|
is_reduce_only (bool): Whether this is a reduce-only order
|
||||||
|
|
||||||
|
Returns:
|
||||||
|
dict: Order result with transaction hash and order details
|
||||||
|
"""
|
||||||
|
try:
|
||||||
|
client = Client(
|
||||||
|
eth_private_key=PRIVATE_KEY,
|
||||||
|
rpc_url=RPC_URL
|
||||||
|
)
|
||||||
|
|
||||||
|
result = client.private.create_trigger_order(
|
||||||
|
account_id, market, action, size, trigger_price, trigger_above, is_reduce_only
|
||||||
|
)
|
||||||
|
|
||||||
|
trigger_direction = "above" if trigger_above else "below"
|
||||||
|
action_name = action.name if hasattr(action, 'name') else ('BUY' if action else 'SELL')
|
||||||
|
print(f'Trigger order created - Market: {market}, Action: {action_name}, Size: {size}')
|
||||||
|
print(f'Trigger: {trigger_direction} ${trigger_price:.2f}')
|
||||||
|
print(f'Transaction hash: {result["tx"].hex()}')
|
||||||
|
print(f'Order ID: {result["order"]["orderIndex"]}')
|
||||||
|
|
||||||
|
return result
|
||||||
|
|
||||||
|
except Exception as e:
|
||||||
|
print(f"Error creating trigger order: {e}")
|
||||||
|
return None
|
||||||
|
|
||||||
|
|
||||||
|
def update_trigger_order(account_id, order_id, action, size, trigger_price, trigger_above=True, is_reduce_only=False, referral_code=ADDRESS_ZERO):
|
||||||
|
"""
|
||||||
|
Update an existing trigger order synchronously
|
||||||
|
|
||||||
|
Args:
|
||||||
|
account_id (int): Account ID
|
||||||
|
order_id (int): Order ID to update
|
||||||
|
action (Action): Action.BUY or Action.SELL
|
||||||
|
size (float): New order size
|
||||||
|
trigger_price (float): New trigger price
|
||||||
|
trigger_above (bool): True to trigger when price goes above, False for below
|
||||||
|
is_reduce_only (bool): Whether this is a reduce-only order
|
||||||
|
referral_code (str): Referral code address
|
||||||
|
|
||||||
|
Returns:
|
||||||
|
dict: Updated order result with transaction hash
|
||||||
|
"""
|
||||||
|
try:
|
||||||
|
client = Client(
|
||||||
|
eth_private_key=PRIVATE_KEY,
|
||||||
|
rpc_url=RPC_URL
|
||||||
|
)
|
||||||
|
|
||||||
|
result = client.private.update_trigger_order(
|
||||||
|
account_id, order_id, action, size, trigger_price, trigger_above, is_reduce_only, referral_code
|
||||||
|
)
|
||||||
|
|
||||||
|
trigger_direction = "above" if trigger_above else "below"
|
||||||
|
action_name = action.name if hasattr(action, 'name') else ('BUY' if action else 'SELL')
|
||||||
|
print(f'Trigger order updated - Order ID: {order_id}, Action: {action_name}, Size: {size}')
|
||||||
|
print(f'New trigger: {trigger_direction} ${trigger_price:.2f}')
|
||||||
|
print(f'Transaction hash: {result["tx"].hex()}')
|
||||||
|
|
||||||
|
return result
|
||||||
|
|
||||||
|
except Exception as e:
|
||||||
|
print(f"Error updating trigger order: {e}")
|
||||||
|
return None
|
||||||
|
|
||||||
|
|
||||||
|
def cancel_trigger_order(account_id, market, order_id):
|
||||||
|
"""
|
||||||
|
Cancel an existing trigger order synchronously
|
||||||
|
|
||||||
|
Args:
|
||||||
|
account_id (int): Account ID
|
||||||
|
market (str): Market constant
|
||||||
|
order_id (int): Order ID to cancel
|
||||||
|
|
||||||
|
Returns:
|
||||||
|
dict: Cancel result with transaction hash
|
||||||
|
"""
|
||||||
|
try:
|
||||||
|
client = Client(
|
||||||
|
eth_private_key=PRIVATE_KEY,
|
||||||
|
rpc_url=RPC_URL
|
||||||
|
)
|
||||||
|
|
||||||
|
result = client.private.cancel_trigger_order(
|
||||||
|
account_id, market, order_id
|
||||||
|
)
|
||||||
|
|
||||||
|
print(f'Trigger order cancelled - Order ID: {order_id}')
|
||||||
|
print(f'Transaction hash: {result["tx"].hex()}')
|
||||||
|
|
||||||
|
return result
|
||||||
|
|
||||||
|
except Exception as e:
|
||||||
|
print(f"Error cancelling trigger order: {e}")
|
||||||
|
return None
|
||||||
|
|
||||||
|
|
||||||
|
async def main():
|
||||||
|
client = Client(
|
||||||
|
eth_private_key=PRIVATE_KEY,
|
||||||
|
rpc_url=RPC_URL
|
||||||
|
)
|
||||||
|
# create_market_order = client.private.create_market_order(
|
||||||
|
# 0, BASE_MARKET_ETH_USD, Action.BUY, 10, False, ADDRESS_ZERO
|
||||||
|
# )
|
||||||
|
# print(f'Create market ETH/USD order tx: {create_market_order["tx"].hex()}\n')
|
||||||
|
# await asyncio.sleep(8)
|
||||||
|
|
||||||
|
# create_order = client.private.create_trigger_order(
|
||||||
|
# 0, BASE_MARKET_ETH_USD, Action.BUY, 20, 3000, True, False)
|
||||||
|
# print(f'Create ETH/USD order tx: {create_order["tx"].hex()} id: {create_order["order"]["orderIndex"]}\n')
|
||||||
|
# await asyncio.sleep(8)
|
||||||
|
|
||||||
|
# update_order = client.private.update_trigger_order(
|
||||||
|
# 0, create_order["order"]["orderIndex"], Action.SELL, 5, 2700, True, False, ADDRESS_ZERO)
|
||||||
|
# print(f'Update ETH/USD order tx: {update_order["tx"].hex()} id: {update_order["order"]["orderIndex"]}\n')
|
||||||
|
# await asyncio.sleep(20)
|
||||||
|
|
||||||
|
# cancel_order = client.private.cancel_trigger_order(
|
||||||
|
# 0, BASE_MARKET_ETH_USD, update_order["order"]["orderIndex"])
|
||||||
|
# print(f'Cancel ETH/USD order tx: {cancel_order["tx"].hex()} id: {cancel_order["order"]["orderIndex"]}\n')
|
||||||
|
# await asyncio.sleep(8)
|
||||||
|
|
||||||
|
# # SOL
|
||||||
|
# create_market_order = client.private.create_market_order(
|
||||||
|
# 0, BASE_MARKET_SOL_USD, Action.BUY, 10, False, ADDRESS_ZERO
|
||||||
|
# )
|
||||||
|
# print(f'Create market SOL/USD order tx: {create_market_order["tx"].hex()}\n')
|
||||||
|
# await asyncio.sleep(8)
|
||||||
|
|
||||||
|
list_orders = client.private.get_all_orders(1, BASE_MARKET_SOL_USD)
|
||||||
|
|
||||||
|
create_order = client.private.create_trigger_order(
|
||||||
|
1, BASE_MARKET_SOL_USD, Action.BUY, 20, 3000, True, False)
|
||||||
|
print(f'Create SOL/USD order tx: {create_order["tx"].hex()} id: {create_order["order"]["orderIndex"]}\n')
|
||||||
|
await asyncio.sleep(8)
|
||||||
|
|
||||||
|
update_order = client.private.update_trigger_order(
|
||||||
|
1, create_order["order"]["orderIndex"], Action.SELL, 5, 2700, True, False, ADDRESS_ZERO)
|
||||||
|
print(f'Update SOL/USD order tx: {update_order["tx"].hex()} id: {update_order["order"]["orderIndex"]}\n')
|
||||||
|
await asyncio.sleep(20)
|
||||||
|
|
||||||
|
cancel_order = client.private.cancel_trigger_order(
|
||||||
|
1, BASE_MARKET_SOL_USD, update_order["order"]["orderIndex"])
|
||||||
|
print(f'Cancel SOL/USD order tx: {cancel_order["tx"].hex()} id: {cancel_order["order"]["orderIndex"]}\n')
|
||||||
|
await asyncio.sleep(8)
|
||||||
|
|
||||||
|
if __name__ == '__main__':
|
||||||
|
asyncio.run(main())
|
||||||
97
test_binance.py
Normal file
97
test_binance.py
Normal file
@ -0,0 +1,97 @@
|
|||||||
|
#!/usr/bin/env python3
|
||||||
|
"""
|
||||||
|
Test script for Binance API integration
|
||||||
|
"""
|
||||||
|
|
||||||
|
import time
|
||||||
|
from market import (
|
||||||
|
get_binance_price,
|
||||||
|
get_all_binance_prices,
|
||||||
|
get_market_arbitrage_opportunities,
|
||||||
|
FLEXTRADE_TO_BINANCE_MAPPING
|
||||||
|
)
|
||||||
|
|
||||||
|
def test_single_binance_price():
|
||||||
|
"""Test fetching a single price from Binance"""
|
||||||
|
print("🧪 Testing single Binance price fetch...")
|
||||||
|
|
||||||
|
symbol = "SOLUSDC" # SOL-USD
|
||||||
|
price = get_binance_price(symbol, debug=True)
|
||||||
|
|
||||||
|
if price:
|
||||||
|
print(f"✅ Successfully fetched {symbol}: ${price:.4f}")
|
||||||
|
else:
|
||||||
|
print(f"❌ Failed to fetch price for {symbol}")
|
||||||
|
|
||||||
|
print("-" * 50)
|
||||||
|
|
||||||
|
def test_all_binance_prices():
|
||||||
|
"""Test fetching all mapped Binance prices"""
|
||||||
|
print("🧪 Testing all Binance prices fetch...")
|
||||||
|
|
||||||
|
prices = get_all_binance_prices(debug=True)
|
||||||
|
|
||||||
|
print(f"\n📊 Retrieved {len(prices)} prices:")
|
||||||
|
for market, data in prices.items():
|
||||||
|
print(f" {market}: ${data['price']:.4f} (via {data['binance_symbol']})")
|
||||||
|
|
||||||
|
print("-" * 50)
|
||||||
|
|
||||||
|
def test_price_comparison_simulation():
|
||||||
|
"""Simulate price comparison with mock FlexTrade data"""
|
||||||
|
print("🧪 Testing price comparison simulation...")
|
||||||
|
|
||||||
|
# Get real Binance prices
|
||||||
|
binance_prices = get_all_binance_prices(debug=False)
|
||||||
|
|
||||||
|
# Create mock FlexTrade prices (slightly different for demonstration)
|
||||||
|
mock_flextrade_prices = {}
|
||||||
|
for market, binance_data in binance_prices.items():
|
||||||
|
# Add 0.5% to 2% difference to simulate price variations
|
||||||
|
import random
|
||||||
|
price_modifier = random.uniform(0.995, 1.02) # -0.5% to +2%
|
||||||
|
mock_price = binance_data['price'] * price_modifier
|
||||||
|
|
||||||
|
# Convert market name to FlexTrade format (remove hyphens)
|
||||||
|
flextrade_market = market.replace('-', '')
|
||||||
|
|
||||||
|
mock_flextrade_prices[flextrade_market] = {
|
||||||
|
'price': mock_price,
|
||||||
|
'timestamp_str': binance_data['timestamp_str'],
|
||||||
|
'source': 'flextrade_mock'
|
||||||
|
}
|
||||||
|
|
||||||
|
# Import comparison function
|
||||||
|
from market import compare_prices
|
||||||
|
|
||||||
|
print("\n📈 Price Comparison (Mock FlexTrade vs Real Binance):")
|
||||||
|
comparison = compare_prices(mock_flextrade_prices, binance_prices, debug=True)
|
||||||
|
|
||||||
|
print(f"\n🔍 Found {len(comparison)} price comparisons")
|
||||||
|
print("-" * 50)
|
||||||
|
|
||||||
|
def main():
|
||||||
|
"""Run all tests"""
|
||||||
|
print("🚀 Starting Binance API Integration Tests")
|
||||||
|
print("=" * 80)
|
||||||
|
|
||||||
|
# Display mapping information
|
||||||
|
print("📋 FlexTrade to Binance Symbol Mapping:")
|
||||||
|
for ft_market, bn_symbol in FLEXTRADE_TO_BINANCE_MAPPING.items():
|
||||||
|
print(f" {ft_market:<12} → {bn_symbol}")
|
||||||
|
print("-" * 50)
|
||||||
|
|
||||||
|
# Run tests
|
||||||
|
test_single_binance_price()
|
||||||
|
time.sleep(1)
|
||||||
|
|
||||||
|
test_all_binance_prices()
|
||||||
|
time.sleep(1)
|
||||||
|
|
||||||
|
test_price_comparison_simulation()
|
||||||
|
|
||||||
|
print("✅ All tests completed!")
|
||||||
|
print("=" * 80)
|
||||||
|
|
||||||
|
if __name__ == '__main__':
|
||||||
|
main()
|
||||||
Reference in New Issue
Block a user